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Trade: FTM/USDT/360/BBM/EMA/5716

Strategy
FTM/USDT/360/BBM/EMA/5716
Pair
FTM_USDT
Interval
6h
Score
501667
Daily Profit
0.291557
Profit Factor
2.346037
Profitability
50.000000
Streak
284.278259
Best Strategy
Training Data Length
2043.250000
Evaluation Time
2025-10-02 03:40
Expiration Time
2025-03-15 09:08

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -2768039.7529 -63120.8485 -2704918.9043 -99162.6051 38220507.42 -38319670.0251
Total P&L (%) -2768.0398 -63.1208 -2704.9189 -99.1626 38220.5074 -38319.67
Avg Daily Profit (%) -1.3547 -0.0309 -1.3238 -0.2338 0.2916 0
Buy And Hold Return (%) 2913.3563 2913.3563 2913.3563 2913.3563 2913.3563 2913.3563
Max Trade Drawdown -2816851 -106313 -2771570 -69917640 -15451883 -66549352
Profit Factor 0.1775 0.8286 0.0975 0.999 2.346 0.4388
Total Trades 89 44 45 89 44 45
Winning Trades 65 30 35 43 22 21
Losing Trades 24 14 10 46 22 24
Profitability (%) 73.0337 68.1818 77.7778 48.3146 50 46.6667
Ratio Avg Win / Avg Loss 0.0655 0.3867 0.0279 1.0687 2.346 0.5015
Largest Winning Trade 33562 33562 25800 39468591 39468591 20692511
Largest Losing Trade -1461379 -78262 -1461379 -41602402 -8563063 -41602402
Avg Bars in Trades 87 97 77 87 97 77
Avg Bars in Winners 29 33 26 85 111 59
Avg Bars in Losers 243 234 257 88 83 93
Bars Traded 7771 4283 3487 7771 4283 3487
Profit Streak 284.2783 284.2783 285.5283 284.2783 284.2783 285.5283
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -575928 -577774 -576142 -578180 501667 -581039
Evaluation Data
{
    "trading_pair": "FTM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8173,
    "evaluation_days": 2043.25,
    "actual_first_datapoint_time": 1560211200000,
    "first_datapoint_time": 1564574400000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759365641602,
    "expiration_time": 1742022504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 6,
            "offset": 0,
            "std": 3.72904
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 203,
            "offset": 0
        }
    }
}
Raw JSON (Stats)
{
    "columns": [
        "SB",
        "SL",
        "SS",
        "CB",
        "CL",
        "CS"
    ],
    "index": [
        "Total P&L",
        "Total P&L (%)",
        "Avg Daily Profit (%)",
        "Buy And Hold Return (%)",
        "Max Trade Drawdown",
        "Profit Factor",
        "Total Trades",
        "Winning Trades",
        "Losing Trades",
        "Profitability (%)",
        "Ratio Avg Win / Avg Loss",
        "Largest Winning Trade",
        "Largest Losing Trade",
        "Avg Bars in Trades",
        "Avg Bars in Winners",
        "Avg Bars in Losers",
        "Bars Traded",
        "Profit Streak",
        "Trades During Streak",
        "Trades Multiplier",
        "score"
    ],
    "data": [
        [
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            -63120.8485175577,
            -2704918.904342815,
            -99162.6051052927,
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            -38319670.02511612
        ],
        [
            -2768.039753,
            -63.120849,
            -2704.918904,
            -99.162605,
            38220.50742,
            -38319.670025
        ],
        [
            -1.354724,
            -0.030892,
            -1.323832,
            -0.233796,
            0.291557,
            0
        ],
        [
            2913.356312,
            2913.356312,
            2913.356312,
            2913.356312,
            2913.356312,
            2913.356312
        ],
        [
            -2816851,
            -106313,
            -2771570,
            -69917640,
            -15451883,
            -66549352
        ],
        [
            0.17748,
            0.828563,
            0.097497,
            0.998974,
            2.346037,
            0.438784
        ],
        [
            89,
            44,
            45,
            89,
            44,
            45
        ],
        [
            65,
            30,
            35,
            43,
            22,
            21
        ],
        [
            24,
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            10,
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            22,
            24
        ],
        [
            73.033708,
            68.181818,
            77.777778,
            48.314607,
            50,
            46.666667
        ],
        [
            0.065531,
            0.386663,
            0.027856,
            1.06867,
            2.346037,
            0.501468
        ],
        [
            33562,
            33562,
            25800,
            39468591,
            39468591,
            20692511
        ],
        [
            -1461379,
            -78262,
            -1461379,
            -41602402,
            -8563063,
            -41602402
        ],
        [
            87,
            97,
            77,
            87,
            97,
            77
        ],
        [
            29,
            33,
            26,
            85,
            111,
            59
        ],
        [
            243,
            234,
            257,
            88,
            83,
            93
        ],
        [
            7771,
            4283,
            3487,
            7771,
            4283,
            3487
        ],
        [
            284.278259,
            284.278259,
            285.528259,
            284.278259,
            284.278259,
            285.528259
        ],
        [
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        ],
        [
            0.8,
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            1.45,
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        ],
        [
            -575928,
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        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FTM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8173,
    "evaluation_days": 2043.25,
    "actual_first_datapoint_time": 1560211200000,
    "first_datapoint_time": 1564574400000,
    "last_datapoint_time": 1736726400000,
    "evaluation_time": 1759365641602,
    "expiration_time": 1742022504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 6,
            "offset": 0,
            "std": 3.72904
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 203,
            "offset": 0
        }
    }
}

Visualization

Default 0.1% (applied once per trade) Default Flip immediately Chart only
# Side Entry time Exit time Entry price Exit price PnL PnL % (gross) PnL % (after margin) Duration Equity (Compounded 1000) Equity (Chart Exit) Δ $ (Chart - Table) Equity (Fixed 1000)